pyextremes 1.0.2

Extreme Value Analysis (EVA) in Python

pyextremes

pyextremes is a Python library dedicated to solving problems from the area of Extreme Value Analysis (EVA). It provides tools to extract extreme events from time series using Block Maxima or Peaks Over Threshold methods, to fit models such as GEV and GPD to the extracted extreme values, and to provide estimates of extreme events and corresponding confidence intervals for given return periods. Models are fitted to the data using the Maximum Likelihood Estimate (MLE, via scipy) or the Markov Chain Monte Calro (MCMC, via emcee) models.

Version: 1.0.2

License: GNU General Public License v3.0

E-Mail: [e-mail]

Documentation: coming soon

Installation

Available via pip:

pip install pyextremes

And via anaconda:

conda install -c conda-forge pyextremes

Dependencies

Python version: 3.7 or later

Required packages:

• emcee >= 2.2.1

• matplotlib >= 3.1.3

• numpy >= 1.18.1

• pandas >= 1.0.1

• scipy >= 1.4.1

Tutorials

• Basic usage

• Models

• Statistical distributions

Illustrations

Extreme value extraction

Model diagnostic